+21.5%
VZ vs RCAT
+25.6%
-4.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.9% | +14.8% | -0.3% |
| 7D | +5.6% | -32.6% | +38.2% | +5.2% |
| 30D | +1.9% | -46.3% | +48.2% | +1.2% |
| 3M | +0.8% | -60.7% | +61.5% | -0.2% |
| 6M | +0.6% | -67.4% | +68.0% | -0.4% |
| YTD | +20.8% | -57.1% | +77.8% | +19.9% |
| 1Y | +23.9% | -63.8% | +87.7% | +23.0% |
| 3Y | +55.7% | +268.1% | -212.4% | +55.5% |
| 5Y | +21.5% | +25.2% | -3.6% | +22.4% |
| All | +21.5% | +25.6% | -4.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling